http://202.88.229.59:8080/xmlui/handle/123456789/2089 2026-04-14T19:46:33Z http://202.88.229.59:8080/xmlui/handle/123456789/3298 THE MEDIATING ROLE OF HEALTH CONCERN ON THE CONSUMER ATTITUDE AND BRAND PREFERENCE OF ORGANIC PACKED FOOD PRODUCTS Asst.Prof.Joshyja Jose 2021-01-01T00:00:00Z http://202.88.229.59:8080/xmlui/handle/123456789/3242 Delivering Service Quality in Airport Hotels and Its Influence on Customer Satisfaction Asst.Prof.Joshyja Jose 2020-12-01T00:00:00Z http://202.88.229.59:8080/xmlui/handle/123456789/2588 A Study on Brand Trust and Barnd Loyaltyon Consumer Preference of Organic Food Products Brands in Kerala State Asst.Prof.Joshyja Jose Indian organic foods consumers’ behaviour is worth investigating to sustain the continuous growth of organic foods consumption. Indian market for organic products has experienced rapid expansion through the introduction of certified organic products. Organic food industry captures the consumers in India through brands and labelling of organic food products. The purpose of the study is to evaluate the influence of Brand Trust (BT) and Brand Loyalty(BL) towards the consumer’s preference on organic food products. 2020-01-01T00:00:00Z http://202.88.229.59:8080/xmlui/handle/123456789/2582 Delta hedging using covered call: a profitable and less risky investment strategy Asst.Prof.Rani Tom All of us are familiar with the term option contracts, the derivative instrument which are quite common among active traders. In Indian market scenario index options are much popular compared to stock options with a few exceptions. The derivatives market is considered to be a dangerous one and most of the traders who have started trading in derivatives have burnt their fingers just because of not understanding the concept of „time value‟.Thus don‟t expect exceptional profits from options or futures contract but expect a reasonable gain of close to 25% per annum if you properly hedge your positions and then trade. The trades are executed through options contracts and that too an index option with the help of greek‟s of options like delta, theta gamma and vega. As has been pointed out by a number of researchers, the normally calculated delta does not minimize the variance of changes in the value of a trader‟s position. This is because there is a non-zero correlation between movements in the price of the underlying asset and movements in the asset‟s volatility. The minimum variance delta takes account of both price changes and the expected change in volatility conditional on a price change. 2019-03-01T00:00:00Z